I truly don't worry about it. I've left my bike locked in my car uncovered, many times, at work (both in good and bad neighborhoods). If we are traveling and our bikes are on the rack, we have a very heavy duty lock system that locks them to the rack. If I am out somewhere and I have to go inside to get food, I will ask someone I'm with to watch my bike.
When I commute, I leave my bike unlocked in an entry/stairwell that only employees of my clinic use. The entrance is connected to the hospital the building is part of, but says employees only.
DH used to have a system similar to Helene's in his old SUV, but we never covered the bikes when we used it.
Maybe I'm naive, but I just don't worry about this. There is bike theft here (in the suburbs, not talking about the city). I've gone in for lunch in a couple of places with racks, without a lock at all, but these were places sort of out in the middle of nowhere. I have left my bike locked to the public rack in Concord center many times. I used to worry, but since that is not productive, I don't anymore.